Quantitative Risk Management Specialist

5 days ago

Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full time

We are seeking a skilled Quantitative Risk Management Specialist to join our team at SGS Societe Generale de Surveillance SA. This role will be based in Paris, France, and the estimated salary for this position is €80,000 - €120,000 per year.

Job Description

The successful candidate will be responsible for executing independent reviews of business models under US and Canada regulations. They will work closely with cross-functional teams, including business stakeholders, model developers, model validators, IT, and auditors. Presentation of validation analysis to senior management is also part of this role.

Main Responsibilities
  • Model Review: The Quantitative Risk Management Specialist will independently assess model design and conceptual soundness by conducting quantitative analyses, statistical tests, and developing challenger models for benchmarking.
  • Data Quality: They will verify the quality and consistency of data inputs, transformations, and outputs, using advanced statistical techniques.
  • Output Analysis: They will perform backtesting, benchmarking, and sensitivity analysis to evaluate model performance.
  • Ongoing Monitoring: Regularly, they will assess model performance, recommending adjustments based on changes in market conditions.
  • Model Governance: They will evaluate governance aspects, including change management and ongoing monitoring.
  • Collaboration: The specialist will work closely with front-office staff, model developers, and risk managers.
Requirements

To be successful in this role, candidates must have a Bachelor's degree (Master's or PhD preferred) in a quantitative field such as Mathematical Finance, Financial Engineering, Statistics, or STEM. A minimum of 3 years of experience in model development, validation, or a front-office quant role is required, with fewer years accepted with a PhD. Strong programming skills in Python, R, C++, or similar, with advanced knowledge of statistics and machine learning, are necessary. Experience working with large datasets and quantitative analysis is also essential.

Benefits

We offer a range of benefits, including:

  • A minimum of 20 vacation days + 4 personal days
  • Supportive maternity, paternity, parental, and adoption leave policy
  • Health spending ($2,000/year) and personal spending ($1,000/year) accounts with 75+ eligible reimbursement categories
  • Fully sponsored virtual healthcare assistance and Employee Assistance Program
  • Variety of Employee Resource Groups (ERG) to engage with
  • Culture of continuous development by encouraging various training programs

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